Summary
VTEI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.17% Volatility 3.45% Sharpe 0.11
Official loaded data — not a live quote.

VANGUARD INTERMEDIATE-TERM TAX-EXEMPT BOND ETF ETF SHARES

Symbol: VTEI

Exchange: BATS

Sector: N/A

Category: Muni National Interm

Inception date: 29/01/2024

Latest date: 16/07/2026

Current price: $100.22

Expense ratio: 0.08%

Assets under management
$1.5B
-0.15% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-0.28%

Ann. -19.48% (Sharpe / Sortino numerator)

Volatility

4.15%

Sharpe ratio

-5.565

VaR 95%

-0.52%

CVaR 95%: -0.62%
Max drawdown: -2.16%
Sortino ratio: -6.845
Calmar ratio: -9.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.36%

Ann. -2.08% (Sharpe / Sortino numerator)

Volatility

2.87%

Sharpe ratio

-1.987

VaR 95%

-0.29%

CVaR 95%: -0.51%
Max drawdown: -2.96%
Sortino ratio: -1.885
Calmar ratio: -0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.26%

Ann. 2.07% (Sharpe / Sortino numerator)

Volatility

2.24%

Sharpe ratio

-0.694

VaR 95%

-0.22%

CVaR 95%: -0.40%
Max drawdown: -2.96%
Sortino ratio: -0.663
Calmar ratio: 0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.17%

Ann. 4.00% (Sharpe / Sortino numerator)

Volatility

3.45%

Sharpe ratio

0.106

VaR 95%

-0.25%

CVaR 95%: -0.58%
Max drawdown: -3.33%
Sortino ratio: 0.098
Calmar ratio: 1.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.62%

Ann. 3.06% (Sharpe / Sortino numerator)

Volatility

3.17%

Sharpe ratio

-0.179

VaR 95%

-0.25%

CVaR 95%: -0.50%
Max drawdown: -3.64%
Sortino ratio: -0.189
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.19%

Ann. 3.17% (Sharpe / Sortino numerator)

Volatility

3.03%

Sharpe ratio

-0.149

VaR 95%

-0.24%

CVaR 95%: -0.47%
Max drawdown: -3.64%
Sortino ratio: -0.161
Calmar ratio: 0.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

0.817%

01/08/2025
Worst day

-0.724%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $100.37 $100.37 $100.19 $100.22 80,900
15/07/2026 $100.50 $100.51 $100.36 $100.37 84,600
14/07/2026 $100.52 $100.55 $100.43 $100.47 68,500
13/07/2026 $100.52 $100.62 $100.42 $100.42 74,100
10/07/2026 $100.52 $100.57 $100.49 $100.52 52,600
09/07/2026 $100.57 $100.60 $100.47 $100.49 57,500
08/07/2026 $100.54 $100.59 $100.48 $100.49 75,500
07/07/2026 $100.83 $100.86 $100.69 $100.69 41,100
06/07/2026 $100.87 $100.90 $100.83 $100.86 62,300
02/07/2026 $100.85 $100.94 $100.76 $100.90 100,900